Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) | 1.99% | 4.33% | 11.62% | 7.33% | 9.86% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 10/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) | 10/20/2011 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.99 | 4.33 | 11.62 | 7.33 | 9.86 | NA | NA | … | … | 1.99 | 7.65 | 15.74 | 10.33 | -9.43 | 20.85 | 5.64 | 27.69 | 1.33 | 18.91 | 10.57 | 5.44 | 16.34 | 25.09 | 10.82 | 5.68 |
| Sharpe Ratio | NA | 0.20 | 0.81 | 0.39 | 0.56 | NA | NA | … | … | 0.25 | 0.37 | 1.40 | 0.67 | -0.59 | 1.99 | 0.17 | 2.75 | 0.00 | 3.44 | 0.97 | 0.41 | 1.77 | 2.55 | 1.20 | 2.02 |
| Standard Deviation(%) | NA | 8.58 | 10.30 | 12.37 | 14.55 | NA | NA | … | … | 8.79 | 12.85 | 8.67 | 9.99 | 18.44 | 10.45 | 30.87 | 9.55 | 13.01 | 5.34 | 10.63 | 13.12 | 9.20 | 9.82 | 9.07 | 16.28 |
| Draw Down(%) | NA | 6.46 | 9.36 | 17.93 | 33.10 | NA | NA | … | … | 6.46 | 9.36 | 5.94 | 6.74 | 17.79 | 6.03 | 33.10 | 4.01 | 12.70 | 2.41 | 7.31 | 9.50 | 5.13 | 6.64 | 5.94 | 5.38 |
| Yield(%) | 0.00 | 1.58 | 2.02 | 1.82 | 2.72 | 4.05 | 3.04 | … | … | 0.42 | 1.58 | 1.90 | 1.96 | 1.45 | 1.53 | 1.87 | 2.37 | 2.10 | 2.06 | 2.43 | 2.08 | 2.16 | 2.61 | 2.14 | 0.31 |
Data as of 06/05/2026, Common starting date is 10/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) |
2.79%
Sep 2019 – Sep 2022 |
6.79%
Sep 2018 – Sep 2023 |
9.59%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) |
18.44%
Nov 2011 – Nov 2014 |
15.07%
Dec 2012 – Dec 2017 |
13.96%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart